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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 364, Pages 5–31 (Mi znsl3149)

This article is cited in 9 papers

A new strong invariance principle for sums of independent random vectors

U. Einmahl

Department of Mathematics, Free University of Brussels (VUB), Belgium

Abstract: We provide a strong invariance principle for sums of independent, identically distributed random vectors which need not have finite second absolute moments. Various applications are indicated. In particular, we show how one can re-obtain some recent LIL type results from this invariance principle. Bibl. – 16 titles.

UDC: 519

Received: 06.09.2008

Language: English


 English version:
Journal of Mathematical Sciences (New York), 2010, 163:4, 311–327

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